Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.316586 | 2.8842 | 0.002498 |
2 | -0.213313 | -1.9434 | 0.02768 |
3 | -0.391644 | -3.568 | 3e-04 |
4 | -0.277885 | -2.5317 | 0.006619 |
5 | -0.003406 | -0.031 | 0.487661 |
6 | 0.187842 | 1.7113 | 0.045378 |
7 | 0.026913 | 0.2452 | 0.403458 |
8 | -0.218091 | -1.9869 | 0.025116 |
9 | -0.338854 | -3.0871 | 0.001374 |
10 | -0.217375 | -1.9804 | 0.025487 |
11 | 0.2473 | 2.253 | 0.013448 |
12 | 0.81929 | 7.4641 | 0 |
13 | 0.261324 | 2.3808 | 0.009783 |
14 | -0.197855 | -1.8025 | 0.037545 |
15 | -0.325028 | -2.9611 | 0.001998 |
16 | -0.231277 | -2.107 | 0.019066 |
17 | 0.013602 | 0.1239 | 0.450839 |
18 | 0.137243 | 1.2503 | 0.107344 |
19 | 0.021507 | 0.1959 | 0.42257 |
20 | -0.19163 | -1.7458 | 0.04227 |
21 | -0.297376 | -2.7092 | 0.004095 |
22 | -0.192385 | -1.7527 | 0.041672 |
23 | 0.20444 | 1.8625 | 0.033033 |
24 | 0.6623 | 6.0338 | 0 |
25 | 0.220343 | 2.0074 | 0.02398 |
26 | -0.155295 | -1.4148 | 0.080434 |
27 | -0.284754 | -2.5942 | 0.005603 |
28 | -0.194508 | -1.772 | 0.040028 |
29 | 0.012579 | 0.1146 | 0.454521 |
30 | 0.114576 | 1.0438 | 0.149796 |
31 | 0.033901 | 0.3089 | 0.379102 |
32 | -0.140426 | -1.2793 | 0.102171 |
33 | -0.22948 | -2.0907 | 0.019809 |
34 | -0.143534 | -1.3077 | 0.0973 |
35 | 0.162905 | 1.4841 | 0.07078 |
36 | 0.534193 | 4.8667 | 3e-06 |
37 | 0.194611 | 1.773 | 0.039949 |
38 | -0.111603 | -1.0168 | 0.156113 |
39 | -0.217484 | -1.9814 | 0.02543 |
40 | -0.14796 | -1.348 | 0.090666 |
41 | 0.009685 | 0.0882 | 0.464951 |
42 | 0.096965 | 0.8834 | 0.189789 |
43 | 0.011124 | 0.1013 | 0.45976 |
44 | -0.120715 | -1.0998 | 0.137307 |
45 | -0.178751 | -1.6285 | 0.053605 |
46 | -0.097823 | -0.8912 | 0.187698 |
47 | 0.120543 | 1.0982 | 0.137646 |
48 | 0.415864 | 3.7887 | 0.000143 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.316586 | 2.8842 | 0.002498 |
2 | -0.348465 | -3.1747 | 0.001053 |
3 | -0.240679 | -2.1927 | 0.015564 |
4 | -0.160805 | -1.465 | 0.073349 |
5 | -0.026478 | -0.2412 | 0.404987 |
6 | 0.011619 | 0.1059 | 0.457977 |
7 | -0.209826 | -1.9116 | 0.029689 |
8 | -0.25596 | -2.3319 | 0.011065 |
9 | -0.340165 | -3.0991 | 0.001325 |
10 | -0.372339 | -3.3922 | 0.000532 |
11 | -0.049073 | -0.4471 | 0.327992 |
12 | 0.649473 | 5.917 | 0 |
13 | -0.351782 | -3.2049 | 0.000959 |
14 | 0.021847 | 0.199 | 0.421362 |
15 | 0.194524 | 1.7722 | 0.040015 |
16 | 0.019507 | 0.1777 | 0.429688 |
17 | -0.010574 | -0.0963 | 0.461746 |
18 | -0.175296 | -1.597 | 0.05703 |
19 | 0.071186 | 0.6485 | 0.259214 |
20 | -0.076482 | -0.6968 | 0.243944 |
21 | -0.108304 | -0.9867 | 0.163331 |
22 | 0.004217 | 0.0384 | 0.484722 |
23 | -0.098531 | -0.8977 | 0.185982 |
24 | -0.106524 | -0.9705 | 0.167314 |
25 | -0.017785 | -0.162 | 0.435837 |
26 | 0.029842 | 0.2719 | 0.393197 |
27 | -0.211571 | -1.9275 | 0.028668 |
28 | -0.052779 | -0.4808 | 0.315947 |
29 | -0.075233 | -0.6854 | 0.247498 |
30 | -0.01036 | -0.0944 | 0.462517 |
31 | -0.112422 | -1.0242 | 0.154355 |
32 | -0.062771 | -0.5719 | 0.284479 |
33 | 0.083726 | 0.7628 | 0.223878 |
34 | -0.055419 | -0.5049 | 0.307486 |
35 | -0.079486 | -0.7242 | 0.235504 |
36 | 0.043237 | 0.3939 | 0.347329 |
37 | 0.039979 | 0.3642 | 0.358307 |
38 | -0.051625 | -0.4703 | 0.319679 |
39 | 0.097803 | 0.891 | 0.187745 |
40 | 0.044855 | 0.4086 | 0.341925 |
41 | -0.012615 | -0.1149 | 0.454389 |
42 | 0.080833 | 0.7364 | 0.231774 |
43 | -0.078188 | -0.7123 | 0.239129 |
44 | 0.096862 | 0.8825 | 0.19004 |
45 | -0.047858 | -0.436 | 0.33198 |
46 | 0.03586 | 0.3267 | 0.372359 |
47 | -0.019852 | -0.1809 | 0.428458 |
48 | -0.075539 | -0.6882 | 0.246625 |